Estimation of average treatment effects based on parametric propensity score model

doi:10.1016/j.jspi.2009.09.009

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	Estimation of average treatment effects based on parametric propensity score model
	Yao, Lili 1,2; Sun, Zhihua 2,4; Wang, Qihua2,3
	2010-03-01
发表期刊	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
ISSN	0378-3758
卷号	140 期号:3 页码:806-816
摘要	In this paper, the estimation of average treatment effects is examined given that the propensity score is of a parametric form with some unknown parameters. Under the assumption that the treatment is ignorable given some observed characteristics, the MLEs for those unknown parameters in the probability assignment model have been achieved firstly and then three estimators have been defined by the inverse probability weighted, regression and imputation methods, respectively. All the estimators are shown asymptotically normal and more importantly, the substantial efficiency gains of the first two estimates have been obtained theoretically compared with the existing estimators in Hahn (1998) and Hirano et al. (2003), i.e., the inverse weighted probability estimator and the regression estimator have smaller asymptotic variances. Our simulation analysis verifies the theoretical results in terms of biases, SEs and MSEs. Published by Elsevier B.V.
关键词	Average treatment effects Propensity score MLE Inverse probability weighted Regression and imputation method
DOI	10.1016/j.jspi.2009.09.009
语种	英语
资助项目	National Natural Science Foundation of China[10901162] ; President Fund of GUCAS and China Postdoctoral Science Foundation
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000272635800018
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/10028
专题	应用数学研究所
通讯作者	Yao, Lili
作者单位	1.Northwestern Univ, Dept Stat, Evanston, IL 60208 USA 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100864, Peoples R China 3.Univ Hong Kong, Dept Stat & Actuary Sci, Hong Kong, Hong Kong, Peoples R China 4.Chinese Acad Sci, Grad Univ, Dept Math, Beijing 100864, Peoples R China
推荐引用方式 GB/T 7714	Yao, Lili,Sun, Zhihua,Wang, Qihua. Estimation of average treatment effects based on parametric propensity score model[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2010,140(3):806-816.
APA	Yao, Lili,Sun, Zhihua,&Wang, Qihua.(2010).Estimation of average treatment effects based on parametric propensity score model.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,140(3),806-816.
MLA	Yao, Lili,et al."Estimation of average treatment effects based on parametric propensity score model".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 140.3(2010):806-816.